Spywareblaster prevents the installation from a webpage for all the spyware that is in it´s database and disables it if the spyware is already installed.
What´s worrying me is that you state to remove the spyware and then you find it again on your system on the next scan.
Could you tell us what the spyware components are that keep coming back?

Yes, all the items you mentioned are cookies used by advertising networks. As such, SpywareBlaster cannot prevent them, but as Tony said they pose much less of a threat than actual spyware (they could be used to track you across various websites, and profile your browsing habits, but they are also easily deleted and blocked).

The IE6 Privacy tab can manage them, but there are also many good freeware cookie managers available (on top of that, you can use software such as AdShield to block the advertising banners and pop-up windows associated with these advertising networks).